Ridge Regression
Ridge regression is a closed form solver and widely-used in machine learning community [1]}, [2]}.
The learner seeks \(W\)  that minimizes \(\Lambda \)  as follows:
\( \begin{split}\Lambda (X,Y)& =\operatornamewithlimits{arg\,min}_W||XW-Y||^2+\lambda ||W||^2 \\& =(X^TX+\lambda I)^{-1} X^T Y\end{split}\) 
